-12.8%
DHR vs FGI
-69.1%
+56.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.2% |
| 7D | -2.4% | +14.7% | -17.1% | -2.5% |
| 30D | -2.2% | +67.0% | -69.1% | -3.3% |
| 3M | +9.0% | +31.0% | -22.1% | +7.9% |
| 6M | +3.5% | +126.8% | -123.3% | +1.0% |
| YTD | -10.1% | +35.6% | -45.8% | -11.6% |
| 1Y | +6.2% | +108.9% | -102.7% | +2.3% |
| 3Y | -5.4% | -0.3% | -5.1% | -7.8% |
| All | -12.8% | -69.1% | +56.3% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling